CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 30-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2024 |
30-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0946 |
1.0932 |
-0.0015 |
-0.1% |
1.0989 |
| High |
1.0946 |
1.0951 |
0.0005 |
0.0% |
1.1006 |
| Low |
1.0910 |
1.0932 |
0.0022 |
0.2% |
1.0918 |
| Close |
1.0924 |
1.0951 |
0.0027 |
0.2% |
1.0963 |
| Range |
0.0036 |
0.0020 |
-0.0017 |
-45.8% |
0.0088 |
| ATR |
0.0049 |
0.0048 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
136 |
7 |
-129 |
-94.9% |
264 |
|
| Daily Pivots for day following 30-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1003 |
1.0997 |
1.0962 |
|
| R3 |
1.0984 |
1.0977 |
1.0956 |
|
| R2 |
1.0964 |
1.0964 |
1.0955 |
|
| R1 |
1.0958 |
1.0958 |
1.0953 |
1.0961 |
| PP |
1.0945 |
1.0945 |
1.0945 |
1.0946 |
| S1 |
1.0938 |
1.0938 |
1.0949 |
1.0941 |
| S2 |
1.0925 |
1.0925 |
1.0947 |
|
| S3 |
1.0906 |
1.0919 |
1.0946 |
|
| S4 |
1.0886 |
1.0899 |
1.0940 |
|
|
| Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1226 |
1.1182 |
1.1011 |
|
| R3 |
1.1138 |
1.1094 |
1.0987 |
|
| R2 |
1.1050 |
1.1050 |
1.0979 |
|
| R1 |
1.1006 |
1.1006 |
1.0971 |
1.0984 |
| PP |
1.0962 |
1.0962 |
1.0962 |
1.0951 |
| S1 |
1.0918 |
1.0918 |
1.0954 |
1.0896 |
| S2 |
1.0874 |
1.0874 |
1.0946 |
|
| S3 |
1.0786 |
1.0830 |
1.0938 |
|
| S4 |
1.0698 |
1.0742 |
1.0914 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1006 |
1.0910 |
0.0096 |
0.9% |
0.0032 |
0.3% |
43% |
False |
False |
42 |
| 10 |
1.1006 |
1.0910 |
0.0096 |
0.9% |
0.0024 |
0.2% |
43% |
False |
False |
51 |
| 20 |
1.1152 |
1.0910 |
0.0242 |
2.2% |
0.0038 |
0.4% |
17% |
False |
False |
85 |
| 40 |
1.1252 |
1.0889 |
0.0364 |
3.3% |
0.0037 |
0.3% |
17% |
False |
False |
77 |
| 60 |
1.1252 |
1.0777 |
0.0476 |
4.3% |
0.0036 |
0.3% |
37% |
False |
False |
68 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1034 |
|
2.618 |
1.1002 |
|
1.618 |
1.0983 |
|
1.000 |
1.0971 |
|
0.618 |
1.0963 |
|
HIGH |
1.0951 |
|
0.618 |
1.0944 |
|
0.500 |
1.0941 |
|
0.382 |
1.0939 |
|
LOW |
1.0932 |
|
0.618 |
1.0919 |
|
1.000 |
1.0912 |
|
1.618 |
1.0900 |
|
2.618 |
1.0880 |
|
4.250 |
1.0849 |
|
|
| Fisher Pivots for day following 30-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0948 |
1.0949 |
| PP |
1.0945 |
1.0946 |
| S1 |
1.0941 |
1.0944 |
|